+447.1%
META vs VALE
+206.4%
+240.6%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.2% |
| 7D | +3.1% | -1.5% | +4.5% | +3.4% |
| 30D | -18.2% | -15.6% | -2.6% | -15.0% |
| 3M | +7.8% | -19.5% | +27.4% | +13.0% |
| 6M | +3.6% | -31.9% | +35.5% | +12.5% |
| YTD | -5.3% | -11.0% | +5.7% | -4.0% |
| 1Y | +2.7% | -2.1% | +4.9% | +1.8% |
| 3Y | +91.5% | +1.4% | +90.1% | +85.1% |
| 5Y | +84.7% | +36.2% | +48.5% | +60.7% |
| All | +447.1% | +206.4% | +240.6% | +288.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling